Rodrigo Herrera
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My Erdös Number is 4
My Gauss Number is 8
Rodrigo Herrera is an Associate Professor of Economics at the School of Business and Economics of the University of Talca, Chile. His current research interests include financial econometrics, quantitative risk management, and extreme value theory. His research has appeared in various academic journals, including the Journal of Banking and Finance, Journal of Applied Econometrics, Energy Economics, and International Journal of Forecasting. He was appointed as the Dean of the faculty in April 2018. He has also been the Director of the Applied Economics Research Center and the Master Program in Economics of the same university.
Contact Information
Rodrigo Herrera
Escuela de Ingeniería Comercial
Facultad de Economía y Negocios
Universidad de Talca
Avenida Lircay s/n. Talca
Phone: +56 71 2200308
Email : rodrigo.herrera at utalca.cl
Latest News
(March 2024) The paper: "”An Empirical Review of Dynamic Extreme Value Models for Forecasting Value at Risk, Expected Shortfall and Expectile" (with C. Candia) has been accepted in Journal of Empirical Finance.
(March 2024) The paper: "Market risk modeling with option-implied covariances and score-driven dynamics" (with M. Piña) has been accepted in North American Journal of Economics and Finance.
(October 2023) The paper: "Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach" (with M. Gaete) has been accepted in Journal of Commodity Markets
(January 2021) I am proud to announce that my research proposal for studies on "Systematic tail risk: new directions for understanding high-dimensional extreme financial risk" has been awarded a FONDECYT REGULAR research grant for the next 4 years.